Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models (Q5937045): Difference between revisions

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Latest revision as of 18:11, 3 June 2024

scientific article; zbMATH DE number 1618403
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English
Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models
scientific article; zbMATH DE number 1618403

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    Estimation of canonical dependence parameters in a class of bivariate peaks-over-threshold models (English)
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    26 March 2002
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    generalized Pareto distributions
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    dependence parameters
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    asymptotic normality
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    best linear unbiased estimator
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    BLUE
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